Course Schedule - Fall Semester 2018


Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).
Additional information available here.

STAT 449 001 (CRN: 12897)


Department: Statistics
Instructor: Ensor, Katherine
Meeting: 1:00PM - 2:15PM TR (20-AUG-2018 - 30-NOV-2018) 
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Course Materials: Rice Campus Store
Must be enrolled in one of the following Level(s):
Undergraduate Professional
Visiting Undergraduate
Prerequisites: MATH 211 AND MATH 212 AND (ECON 400 OR STAT 400 OR ECON 409 OR STAT 410) OR STAT 310 OR ECON 307 OR STAT 312 OR STAT 331 OR ELEC 331
Section Max Enrollment: 49
Section Enrolled: 19
Total Cross-list Max Enrollment: 98
Total Cross-list Enrolled: 25
Enrollment data as of: 3-MAR-2024 3:37PM
Additional Fees: None
Final Exam: Scheduled Final Exam-OTR Room
Final Exam Time:
9:00AM - 12:00PM F
Description: This course covers the use of financial securities and derivatives to take or hedge financial risk positions. Most commonly used instruments, from simple forwards and futures to exotic options and swaptions are covered. The pricing of derivatives securities will also be studied, but the emphasis will be on the mechanics and uses of financial engineering methods. STAT 449 is mutually exclusive to ECON 449. Credit cannot be given for both. Cross-list: STAT 649. Mutually Exclusive: Cannot register for STAT 449 if student has credit for ECON 449/STAT 649.